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Related Pages for BAJAJFINSV
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BAJAJFINSV
Bajaj Finserv Ltd.
1569.25 -27.10 (-1.70%)

Option Chain for BAJAJFINSV

21 Nov 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 541.30 0.00 1460 1.30 1.55 32.20 70 24 24 -0.05
0.00 0 0 0 0.00 110.80 0.00 1480 0.50 2.50 30.48 453 -9 279 -0.08
0.90 13 2 19 24.96 70.60 -31.45 1500 0.90 4.05 28.78 1,176 83 488 -0.13
0.80 14 -15 33 28.05 55.30 -29.30 1520 1.65 6.85 27.58 1,029 49 354 -0.20
0.71 13 4 18 24.65 38.15 -26.15 1540 3.10 11.20 26.32 910 -1 276 -0.30
0.57 101 41 546 23.61 24.75 -23.40 1560 5.15 17.40 24.66 1,887 4 364 -0.43
0.41 752 598 3,620 22.29 14.05 -19.40 1580 9.20 27.40 24.22 2,165 -10 343 -0.58
0.26 1,516 301 5,361 22.37 7.65 -14.05 1600 13.95 40.40 23.86 1,074 -140 472 -0.72
0.16 1,304 -64 2,580 22.77 3.95 -8.65 1620 16.90 54.50 20.53 244 -44 342 -0.87
0.10 773 99 2,587 24.56 2.40 -4.50 1640 24.20 74.50 25.83 135 -39 264 -0.89
0.06 1,454 73 1,958 26.70 1.60 -2.10 1660 26.40 94.30 30.29 61 -5 267 -0.91
0.04 514 0 753 28.24 1.00 -0.95 1680 23.20 106.70 - 8 -5 262 -
0.03 804 -176 882 29.85 0.65 -0.60 1700 32.55 132.00 28.69 48 -6 294 -0.98
0.02 702 -18 280 31.60 0.45 -0.50 1720 15.60 140.00 - 3 0 169 -
0.02 690 -51 203 36.09 0.60 -0.20 1740 10.05 169.00 - 10 -5 207 -
0.02 1,211 -175 384 38.17 0.45 -0.30 1760 15.50 189.75 - 8 0 165 -
0.01 809 -31 106 38.89 0.30 -0.35 1780 0.00 160.35 0.00 0 0 0 0.00
0.01 1,224 4 444 45.08 0.50 -0.05 1800 31.50 231.50 40.14 13 -11 410 -0.99
0.01 181 -16 46 46.44 0.40 0.00 1820 0.00 123.00 0.00 0 0 0 0.00
0.01 252 -18 63 47.96 0.30 -0.10 1840 0.00 173.00 0.00 0 0 0 0.00
0.01 106 -1 13 51.42 0.35 -0.05 1860 0.00 194.00 0.00 0 0 0 0.00
- 95 -2 11 - 0.30 -0.15 1880 0.00 268.00 0.00 0 0 0 0.00
- 542 -34 81 - 0.15 -0.25 1900 24.00 330.00 - 6 -4 96 -
- 65 -3 27 - 0.30 -0.10 1920 0.00 176.50 0.00 0 0 0 0.00
- 65 -8 13 - 0.30 0.00 1940 0.00 193.00 0.00 0 0 0 0.00
- 59 -2 3 - 0.20 0.05 1960 0.00 218.10 0.00 0 0 0 0.00
- 11 -1 3 - 0.10 -0.05 1980 0.00 80.05 0.00 0 0 0 0.00
- 604 -9 63 - 0.20 0.05 2000 29.50 420.50 - 5 -3 131 -
0.00 0 0 0 0.00 88.30 0.00 2020 0.00 100.20 0.00 0 0 0 0.00
0.00 0 14 0 0.00 0.40 0.00 2040 0.00 314.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 71.55 0.00 2060 0.00 122.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 2080 0.00 307.15 0.00 0 0 0 0.00
- 23 0 1 - 0.40 0.00 2100 0.00 324.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 15.65 0.00 2120 0.00 353.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 45.35 0.00 2140 0.00 175.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 2160 0.00 393.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.50 0.00 2180 0.00 205.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 2200 0.00 450.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 27.45 0.00 2220 0.00 236.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.50 0.00 2240 0.00 451.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2260 0.00 0.00 0.00 0 0 0 0.00
- 1 0 1 - 0.05 0.00 2280 0.00 635.00 0.00 0 0 0 0.00
13,898 5,207
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.